+39.1%
OWL vs SITM
+474.6%
-435.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -4.1% |
| 7D | -3.9% | +8.4% | -12.3% | -5.5% |
| 30D | -3.7% | -17.4% | +13.8% | -0.4% |
| 3M | +21.4% | -9.8% | +31.2% | +20.8% |
| 6M | +18.3% | +83.0% | -64.6% | -2.3% |
| YTD | -20.1% | +69.6% | -89.7% | -33.7% |
| 1Y | -32.8% | +144.9% | -177.7% | -49.8% |
| 3Y | +8.6% | +429.9% | -421.3% | -37.6% |
| 5Y | -4.5% | +169.2% | -173.6% | -42.8% |
| All | +39.1% | +474.6% | -435.6% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling